If I follow your link to github, the fist thing I see is:
which is full of “footprint” Apparently 114 of them
But why bother to go to github?
“Terminal_Phoenix” is a standard KiCad Footprint library.
Have you installed the default libraries together with KiCad? On some systems it is a different package and has to be installed separately.
Also: If it’s just a course then the actual part does not matter much, just learning the workflow is the main goal. You may even opt to start with a (preferably working) but completely different schematic (on paper) and use the parts which fit your schematic, instead of the schematic that udemy proposes. This lets you do 2 things at once. You learn KiCad from the Udemy coarse, and you have a nice PCB design from a circuit you actually want to use. It also encourages you to look deeper into KiCad’s vast libraries to find the schematic symbols and footprints you need, and if the course is any good, you will also learn to make your own schematic symbols and footprints.